The Brownian Motion : : A Rigorous but Gentle Introduction for Economists / / by Andreas Löffler, Lutz Kruschwitz.
This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing...
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| Superior document: | Springer Texts in Business and Economics, |
|---|---|
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| Place / Publishing House: | Cham : : Springer International Publishing :, Imprint: Springer,, 2019. |
| Year of Publication: | 2019 |
| Edition: | 1st ed. 2019. |
| Language: | English |
| Series: | Springer Texts in Business and Economics,
|
| Physical Description: | 1 online resource (X, 125 p. 49 illus., 15 illus. in color.) |
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(CKB)4100000008618317 (DE-He213)978-3-030-20103-6 (MiAaPQ)EBC5917773 (Au-PeEL)EBL5917773 (OCoLC)1110741362 (oapen)https://directory.doabooks.org/handle/20.500.12854/29952 (EXLCZ)994100000008618317 |
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Löffler, Andreas. author. aut http://id.loc.gov/vocabulary/relators/aut The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz. 1st ed. 2019. Cham : Springer International Publishing : Imprint: Springer, 2019. 1 online resource (X, 125 p. 49 illus., 15 illus. in color.) text txt rdacontent computer c rdamedia online resource cr rdacarrier Springer Texts in Business and Economics, 2192-4341 English Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing the necessary mathematical formalism, making them accessible for readers with little or no previous knowledge of the field. It also includes mathematical definitions and the hidden stories behind the terms discussing why the theories are presented in specific ways. . Open Access Finance. Econometrics. Business enterprises Finance. Social sciences Mathematics. Statistics. Financial Economics. Quantitative Economics. Corporate Finance. Mathematics in Business, Economics and Finance. Statistics in Business, Management, Economics, Finance, Insurance. 3-030-20102-3 Kruschwitz, Lutz. author. aut http://id.loc.gov/vocabulary/relators/aut |
| language |
English |
| format |
eBook |
| author |
Löffler, Andreas. Löffler, Andreas. Kruschwitz, Lutz. |
| spellingShingle |
Löffler, Andreas. Löffler, Andreas. Kruschwitz, Lutz. The Brownian Motion : A Rigorous but Gentle Introduction for Economists / Springer Texts in Business and Economics, Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. |
| author_facet |
Löffler, Andreas. Löffler, Andreas. Kruschwitz, Lutz. Kruschwitz, Lutz. Kruschwitz, Lutz. |
| author_variant |
a l al a l al l k lk |
| author_role |
VerfasserIn VerfasserIn VerfasserIn |
| author2 |
Kruschwitz, Lutz. Kruschwitz, Lutz. |
| author2_variant |
l k lk |
| author2_role |
VerfasserIn VerfasserIn |
| author_sort |
Löffler, Andreas. |
| title |
The Brownian Motion : A Rigorous but Gentle Introduction for Economists / |
| title_sub |
A Rigorous but Gentle Introduction for Economists / |
| title_full |
The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz. |
| title_fullStr |
The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz. |
| title_full_unstemmed |
The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz. |
| title_auth |
The Brownian Motion : A Rigorous but Gentle Introduction for Economists / |
| title_new |
The Brownian Motion : |
| title_sort |
the brownian motion : a rigorous but gentle introduction for economists / |
| series |
Springer Texts in Business and Economics, |
| series2 |
Springer Texts in Business and Economics, |
| publisher |
Springer International Publishing : Imprint: Springer, |
| publishDate |
2019 |
| physical |
1 online resource (X, 125 p. 49 illus., 15 illus. in color.) |
| edition |
1st ed. 2019. |
| contents |
Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. |
| isbn |
3-030-20103-1 3-030-20102-3 |
| issn |
2192-4341 |
| callnumber-first |
H - Social Science |
| callnumber-subject |
HG - Finance |
| callnumber-label |
HG1-HG9999 |
| callnumber-sort |
HG 11 H G9999 |
| illustrated |
Not Illustrated |
| dewey-hundreds |
300 - Social sciences |
| dewey-tens |
330 - Economics |
| dewey-ones |
332 - Financial economics |
| dewey-full |
332 |
| dewey-sort |
3332 |
| dewey-raw |
332 |
| dewey-search |
332 |
| oclc_num |
1110741362 |
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